+123.8%
STX vs IYR
+12.4%
+111.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.1% | -11.3% | -4.8% |
| 7D | -20.2% | +6.9% | -27.1% | -14.3% |
| 30D | -37.2% | +10.2% | -47.4% | -30.5% |
| 3M | -34.1% | -0.3% | -33.7% | -32.8% |
| 6M | -24.5% | +3.6% | -28.1% | -21.4% |
| YTD | +102.9% | +12.5% | +90.5% | +103.5% |
| 1Y | +123.8% | +12.4% | +111.3% | +124.5% |
| All | +123.8% | +12.4% | +111.4% | +124.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded IYR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling